Actually I'm considering to start a Marauders of Chaos Warband.I really like Chaos Warriors, so I will include one or more Champions with full armor on my Warband (actually only one, for gc expensive cost).I think I will use this Reaper miniature for my Chaos Champions:

I have yet modified one for my alternative Khemri BloodBowl team, so I know what conversion use for it:

Of course I will include a weapon and a shield (khemri/egyptian design) for my Mordheim version.

Here are some other miniature I could use for the other characters, all are from crocodile games:

The Seer?

The Marauders?

Which of these could be better? I have still some doubts...

Shield for the Champions

Weapons for the Champions

For now I don't know what use for my Chieftain.

I'm not still sure about the Background of this warband, but an ancient Tzeentch/Eagle cult from Khemri could give some idea... An ancient Khemri sorcerer of Tzeentch reborn in modern times could have create a warband (with a lot of Tzeentch beastmen and cultists) for his enigmatic objectives... or could be a secret and ancient cult on Arabia, than still use Khemri style with an high priest (or priestess)...

I think your tentative miniature selection is great! Even though the whole Egyptian theme is more heavily carried out in 40k for the forces of Tzeentch, pulling it into fantasy gives you a great excuse to develop an interesting backstory to your warband which it sounds like you've gotten to work on already.

I really like those models, and the Nekharu in particular would make excellent Beastmen for Tzeentch. Even though I'm a Nurgle follower, I always felt that gamers got the short end of the stick in not getting Tzeentch and Slaaneshi bestigors. Those guys look the part!